+120.2%
NEM vs ILMN
-44.7%
+164.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.6% |
| 7D | -6.4% | -2.9% | -3.6% | -6.0% |
| 30D | +1.4% | -23.8% | +25.2% | +5.2% |
| 3M | -0.7% | +7.5% | -8.2% | -2.5% |
| 6M | -4.5% | +42.8% | -47.2% | -10.3% |
| YTD | +14.0% | +57.8% | -43.8% | +5.2% |
| 1Y | +27.3% | +72.6% | -45.3% | +15.9% |
| 3Y | +250.5% | +129.3% | +121.2% | +200.2% |
| All | +120.2% | -44.7% | +164.8% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling